Pages that link to "Item:Q2797873"
From MaRDI portal
The following pages link to Shrinkage estimation of mean-variance portfolio (Q2797873):
Displaying 15 items.
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On the market price of risk (Q2230759) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- MARKOWITZ PORTFOLIO AND THE BLUR OF HISTORY (Q5147995) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
